Example of Econometric Theory format
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Example of Econometric Theory format Example of Econometric Theory format Example of Econometric Theory format Example of Econometric Theory format Example of Econometric Theory format Example of Econometric Theory format Example of Econometric Theory format Example of Econometric Theory format Example of Econometric Theory format Example of Econometric Theory format Example of Econometric Theory format Example of Econometric Theory format Example of Econometric Theory format
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Example of Econometric Theory format Example of Econometric Theory format Example of Econometric Theory format Example of Econometric Theory format Example of Econometric Theory format Example of Econometric Theory format Example of Econometric Theory format Example of Econometric Theory format Example of Econometric Theory format Example of Econometric Theory format Example of Econometric Theory format Example of Econometric Theory format Example of Econometric Theory format
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open access Open Access

Econometric Theory — Template for authors

Categories Rank Trend in last 3 yrs
Social Sciences (miscellaneous) #83 of 334 down down by 11 ranks
Economics and Econometrics #233 of 661 down down by 21 ranks
journal-quality-icon Journal quality:
High
calendar-icon Last 4 years overview: 147 Published Papers | 368 Citations
indexed-in-icon Indexed in: Scopus
last-updated-icon Last updated: 04/07/2020
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Related Journals

open access Open Access
recommended Recommended

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Quality:  
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CiteRatio: 5.9
SJR: 5.062
SNIP: 4.015
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Wiley

Quality:  
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CiteRatio: 4.0
SJR: 2.878
SNIP: 2.295

Journal Performance & Insights

Impact Factor

CiteRatio

Determines the importance of a journal by taking a measure of frequency with which the average article in a journal has been cited in a particular year.

A measure of average citations received per peer-reviewed paper published in the journal.

1.17

5% from 2018

Impact factor for Econometric Theory from 2016 - 2019
Year Value
2019 1.17
2018 1.238
2017 1.069
2016 1.011
graph view Graph view
table view Table view

2.5

9% from 2019

CiteRatio for Econometric Theory from 2016 - 2020
Year Value
2020 2.5
2019 2.3
2018 2.2
2017 2.0
2016 2.2
graph view Graph view
table view Table view

insights Insights

  • Impact factor of this journal has decreased by 5% in last year.
  • This journal’s impact factor is in the top 10 percentile category.

insights Insights

  • CiteRatio of this journal has increased by 9% in last years.
  • This journal’s CiteRatio is in the top 10 percentile category.

SCImago Journal Rank (SJR)

Source Normalized Impact per Paper (SNIP)

Measures weighted citations received by the journal. Citation weighting depends on the categories and prestige of the citing journal.

Measures actual citations received relative to citations expected for the journal's category.

2.894

42% from 2019

SJR for Econometric Theory from 2016 - 2020
Year Value
2020 2.894
2019 2.039
2018 2.81
2017 2.915
2016 3.068
graph view Graph view
table view Table view

2.404

72% from 2019

SNIP for Econometric Theory from 2016 - 2020
Year Value
2020 2.404
2019 1.397
2018 1.164
2017 1.445
2016 1.267
graph view Graph view
table view Table view

insights Insights

  • SJR of this journal has increased by 42% in last years.
  • This journal’s SJR is in the top 10 percentile category.

insights Insights

  • SNIP of this journal has increased by 72% in last years.
  • This journal’s SNIP is in the top 10 percentile category.

Econometric Theory

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Cambridge University Press

Econometric Theory

Econometric Theory provides an authoritative outlet for original contributions in all of the major areas of econometrics. As well as articles that embody original theoretical research and those that promote best practice econometrics by demonstrating new theory in conjunction ...... Read More

Social Sciences

i
Last updated on
04 Jul 2020
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ISSN
0266-4666
i
Impact Factor
High - 2.002
i
Open Access
No
i
Sherpa RoMEO Archiving Policy
Green faq
i
Plagiarism Check
Available via Turnitin
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Endnote Style
Download Available
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Bibliography Name
unsrt
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Citation Type
Numbered
[25]
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Bibliography Example
G E Blonder, M Tinkham, and T M Klapwijk. Transition from metallic to tunneling regimes in superconducting microconstrictions: Excess current, charge imbalance, and supercurrent conversion. Phys. Rev. B, 25(7):4515–4532, 1982. 10.1103/PhysRevB.25.4515.

Top papers written in this journal

Journal Article DOI: 10.1017/S0266466600009063
Multivariate Simultaneous Generalized ARCH
Robert F. Engle1, Kenneth F. Kroner2
01 Feb 1995 - Econometric Theory

Abstract:

This paper presents theoretical results in the formulation and estimation of multivariate gen- eralized ARCH models within simultaneous equations systems. A new parameterization of the multivariate ARCH process is proposed and equivalence relations are discussed for the various ARCH parameterizations. Constraints suffcient to... This paper presents theoretical results in the formulation and estimation of multivariate gen- eralized ARCH models within simultaneous equations systems. A new parameterization of the multivariate ARCH process is proposed and equivalence relations are discussed for the various ARCH parameterizations. Constraints suffcient to guarantee the positive deffniteness of the con- ditional covariance matrices are developed, and necessary and suffcient conditions for covariance stationarity are presented. Identifcation and maximum likelihood estimation of the parameters in the simultaneous equations context are also covered. read more read less

Topics:

Simultaneous equations (54%)54% related to the paper, Covariance (52%)52% related to the paper, Arch (52%)52% related to the paper, Multivariate statistics (50%)50% related to the paper
View PDF
4,413 Citations
Journal Article DOI: 10.1017/S0266466604203073
Panel cointegration: asymptotic and finite sample properties of pooled time series tests with an application to the ppp hypothesis
Peter Pedroni1
01 Jun 2004 - Econometric Theory

Abstract:

We examine properties of residual-based tests for the null of no cointegration for dynamic panels in which both the short-run dynamics and the long-run slope coefficients are permitted to be heterogeneous across individual members of the panel. The tests also allow for individual heterogeneous fixed effects and trend terms, a... We examine properties of residual-based tests for the null of no cointegration for dynamic panels in which both the short-run dynamics and the long-run slope coefficients are permitted to be heterogeneous across individual members of the panel. The tests also allow for individual heterogeneous fixed effects and trend terms, and we consider both pooled within dimension tests and group mean between dimension tests. We derive limiting distributions for these and show that they are normal and free of nuisance parameters. We also provide Monte Carlo evidence to demonstrate their small sample size and power performance, and we illustrate their use in testing purchasing power parity for the post–Bretton Woods period.I thank Rich Clarida, Bob Cumby, Mahmoud El-Gamal, Heejoon Kang, Chiwha Kao, Andy Levin, Klaus Neusser, Masao Ogaki, David Papell, Pierre Perron, Abdel Senhadji, Jean-Pierre Urbain, Alan Taylor, and three anonymous referees for helpful comments on various earlier versions of this paper. The paper has also benefited from presentations at the 1994 North American Econometric Society Summer Meetings in Quebec City, the 1994 European Econometric Society Summer Meetings in Maastricht, and workshop seminars at the Board of Governors of the Federal Reserve, INSEE-CREST Paris, IUPUI, Ohio State, Purdue, Queens University Belfast, Rice University–University of Houston, and Southern Methodist University. Finally, I thank the following students who provided assistance in the earlier stages of the project: Younghan Kim, Rasmus Ruffer, and Lining Wan. read more read less
View PDF
4,189 Citations
Journal Article DOI: 10.1017/S0266466600007519
Testing identifiability and specification in instrumental variable models
John G. Cragg1, Stephen G. Donald2
01 Apr 1993 - Econometric Theory

Abstract:

The paper develops and explores tests, based on standard moment specifications, for the identifiability of parameters apparently estimable by instrumental variables. An asymptotic expansion under standard restrictive assumptions on the error distribution suggests a correction to the asymptotic distribution. A small sampling e... The paper develops and explores tests, based on standard moment specifications, for the identifiability of parameters apparently estimable by instrumental variables. An asymptotic expansion under standard restrictive assumptions on the error distribution suggests a correction to the asymptotic distribution. A small sampling experiment indicates that the tests are of use. read more read less

Topics:

Identifiability (59%)59% related to the paper, Asymptotic distribution (58%)58% related to the paper, Instrumental variable (53%)53% related to the paper, Moment (mathematics) (51%)51% related to the paper, Asymptotic expansion (51%)51% related to the paper
View PDF
1,199 Citations
Journal Article DOI: 10.1017/S0266466600004217
Asymptotically Efficient Estimation of Cointegration Regressions
Pentti Saikkonen1
01 Mar 1991 - Econometric Theory

Abstract:

An asymptotic optimality theory for the estimation of cointegration regressions is developed in this paper. The theory applies to a reasonably wide class of estimators without making any specific assumptions about the probability distribution or short-run dynamics of the data-generating process. Due to the nonstandard nature ... An asymptotic optimality theory for the estimation of cointegration regressions is developed in this paper. The theory applies to a reasonably wide class of estimators without making any specific assumptions about the probability distribution or short-run dynamics of the data-generating process. Due to the nonstandard nature of the estimation problem, the conventional minimum variance criterion does not provide a convenient measure of asymptotic efficiency. An alternative criterion, based on the concentration or peakedness of the limiting distribution of an estimator, is therefore adopted. The limiting distribution of estimators with maximum asymptotic efficiency is characterized in the paper and used to discuss the optimality of some known estimators. A new asymptotically efficient estimator is also introduced. This estimator is obtained from the ordinary least-squares estimator by a time domain correction which is nonparametric in the sense that no assumption of a finite parameter model is required. The estimator can be computed with least squares without any initial estimations. read more read less

Topics:

Efficient estimator (70%)70% related to the paper, Estimator (69%)69% related to the paper, Invariant estimator (65%)65% related to the paper, Delta method (65%)65% related to the paper, Trimmed estimator (65%)65% related to the paper
View PDF
1,151 Citations
Journal Article DOI: 10.1017/S0266466600005296
Stationarity and Persistence in the GARCH(1,1) Model
Daniel B. Nelson1
01 Sep 1990 - Econometric Theory

Abstract:

This paper establishes necessary and sufficient conditions for the stationarity and ergodicity of the GARCH(l.l) process. As a special case, it is shown that the IGARCH(1,1) process with no drift converges almost surely to zero, while IGARCH(1,1) with a positive drift is strictly stationary and ergodic. We examine the persist... This paper establishes necessary and sufficient conditions for the stationarity and ergodicity of the GARCH(l.l) process. As a special case, it is shown that the IGARCH(1,1) process with no drift converges almost surely to zero, while IGARCH(1,1) with a positive drift is strictly stationary and ergodic. We examine the persistence of shocks to conditional variance in the GARCH(l.l) model, and show that whether these shocks "persist" or not depends crucially on the definition of persistence. We also develop necessary and sufficient conditions for the finiteness of absolute moments of any (including fractional) order. read more read less

Topics:

Conditional variance (52%)52% related to the paper, Almost surely (50%)50% related to the paper
View PDF
1,117 Citations
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Frequently asked questions

1. Can I write Econometric Theory in LaTeX?

Absolutely not! Our tool has been designed to help you focus on writing. You can write your entire paper as per the Econometric Theory guidelines and auto format it.

2. Do you follow the Econometric Theory guidelines?

Yes, the template is compliant with the Econometric Theory guidelines. Our experts at SciSpace ensure that. If there are any changes to the journal's guidelines, we'll change our algorithm accordingly.

3. Can I cite my article in multiple styles in Econometric Theory?

Of course! We support all the top citation styles, such as APA style, MLA style, Vancouver style, Harvard style, and Chicago style. For example, when you write your paper and hit autoformat, our system will automatically update your article as per the Econometric Theory citation style.

4. Can I use the Econometric Theory templates for free?

Sign up for our free trial, and you'll be able to use all our features for seven days. You'll see how helpful they are and how inexpensive they are compared to other options, Especially for Econometric Theory.

5. Can I use a manuscript in Econometric Theory that I have written in MS Word?

Yes. You can choose the right template, copy-paste the contents from the word document, and click on auto-format. Once you're done, you'll have a publish-ready paper Econometric Theory that you can download at the end.

6. How long does it usually take you to format my papers in Econometric Theory?

It only takes a matter of seconds to edit your manuscript. Besides that, our intuitive editor saves you from writing and formatting it in Econometric Theory.

7. Where can I find the template for the Econometric Theory?

It is possible to find the Word template for any journal on Google. However, why use a template when you can write your entire manuscript on SciSpace , auto format it as per Econometric Theory's guidelines and download the same in Word, PDF and LaTeX formats? Give us a try!.

8. Can I reformat my paper to fit the Econometric Theory's guidelines?

Of course! You can do this using our intuitive editor. It's very easy. If you need help, our support team is always ready to assist you.

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SciSpace's Econometric Theory is currently available as an online tool. We're developing a desktop version, too. You can request (or upvote) any features that you think would be helpful for you and other researchers in the "feature request" section of your account once you've signed up with us.

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Sure. You can request any template and we'll have it setup within a few days. You can find the request box in Journal Gallery on the right side bar under the heading, "Couldn't find the format you were looking for like Econometric Theory?”

11. What is the output that I would get after using Econometric Theory?

After writing your paper autoformatting in Econometric Theory, you can download it in multiple formats, viz., PDF, Docx, and LaTeX.

12. Is Econometric Theory's impact factor high enough that I should try publishing my article there?

To be honest, the answer is no. The impact factor is one of the many elements that determine the quality of a journal. Few of these factors include review board, rejection rates, frequency of inclusion in indexes, and Eigenfactor. You need to assess all these factors before you make your final call.

13. What is Sherpa RoMEO Archiving Policy for Econometric Theory?

SHERPA/RoMEO Database

We extracted this data from Sherpa Romeo to help researchers understand the access level of this journal in accordance with the Sherpa Romeo Archiving Policy for Econometric Theory. The table below indicates the level of access a journal has as per Sherpa Romeo's archiving policy.

RoMEO Colour Archiving policy
Green Can archive pre-print and post-print or publisher's version/PDF
Blue Can archive post-print (ie final draft post-refereeing) or publisher's version/PDF
Yellow Can archive pre-print (ie pre-refereeing)
White Archiving not formally supported
FYI:
  1. Pre-prints as being the version of the paper before peer review and
  2. Post-prints as being the version of the paper after peer-review, with revisions having been made.

14. What are the most common citation types In Econometric Theory?

The 5 most common citation types in order of usage for Econometric Theory are:.

S. No. Citation Style Type
1. Author Year
2. Numbered
3. Numbered (Superscripted)
4. Author Year (Cited Pages)
5. Footnote

15. How do I submit my article to the Econometric Theory?

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16. Can I download Econometric Theory in Endnote format?

Yes, SciSpace provides this functionality. After signing up, you would need to import your existing references from Word or Bib file to SciSpace. Then SciSpace would allow you to download your references in Econometric Theory Endnote style according to Elsevier guidelines.

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